Algumas Publicações
1. Em co-autoria com: Mendes,
V. M., Sousa Ramos, J. and Gomes, O., (2008), Computing Topological
Entropy in Asymmetric Cournot Duopoly Games with Homogeneous Players,
Advanced Studies in Pure Mathematics.
2. Em co-autoria com: S. R. Bentes, and R. Menezes, (2008), Long
Memory and Volatility Clustering: is the Empirical Evidence
Consistent Across Stock Markets?, Physica A, Vol. 387 (15),
3826-3830.
3. Em co-autoria com: O. Gomes, and V. M. Mendes (2008), Bounded
Rational Expectations and the Stability of Interest Rate Policy,
Physica A, Vol. 387 (15), 3882-3890.
4. Em co-autoria com: V. M. Mendes (2008), Stability Analysis of an
Implicitly Defined Labor Market Model, Physica A, Vol. 387 (15),
3921-3930.
5. Em co-autoria com: Dionísio, A., Menezes, R., and Silva,
J.V., (2007), Nonlinear Dynamics Within Macroeconomic Factors And
Stock Market In Portugal, Nonlinear Dynamics Within Macroeconomic
Factors And Stock Market In Portugal, Applied Econometrics and
International Development.
6. Em co-autoria com: Gomes, O., Mendes, V. M. and Sousa Ramos, J.,
(2007), Chaotic Dynamics in Optimal Monetary Policy, The European
Physical Journal B, Vol. 57, No. 2, Pages 121-224.
7. Em co-autoria com: Laureano, R., and Ferreira, M. A., (2007),
Efficient Synchronization with Chaotic Quadratic Maps, Procedings of
APLIMAT 2007 - 6-th International Conference on Applied Mathematics,
February 6-9, 2007, Bratislava.
8. Em co-autoria com: Ferreira, N. B., and Menezes, R.,
(2007), Asymmetric Conditional Volatility in the Stock Market: A
Cross Country Comparision, Procedings of APLIMAT 2007 - 6-th
International Conference on Applied Mathematics, February 6-9, 2007,
Bratislava.
9. Em co-autoria com: Menezes, R. and Ferreira, N., (2007),
Asymmetric Conditional Volatility in International Stock Markets,
Physica A, Vol. 382, Issue 1, Pages 1-358 .
10. Em co-autoria com: Dionísio, A. and Menezes, R., (2007), On the
Integrated Behaviour of Non-Stationary Volatility in Stock Markets,
Physica A, Volume 382, Issue 1, 58-65
11. Em co-autoria com: Menezes, R. and Ferreira, N., (2006),
Co-Movements and Asymmetric Volatility in the Portuguese and US
Stock Markets, Nonlinear Dynamics, 44, 359-366.
12. Em co-autoria com: Dionísio, A. and Menezes, R., (2006),
Entropy-Based Independence Test, Nonlinear Dyanmics, 44, 351-357.
13. Em co-autoria com: Dionisio, A. and Menezes, R., (2006), An
Econophysics Approach to Analyse Uncertainty in Financial Markets:
an Application to the Portuguese Stock Market, European Physical
Journal B, Vol. 50 No. 1-2, 161-165.
14. Em co-autoria com: Mendes, V. M., (2005), Control of Chaos in an
OLG Economic Model, Journal of Physics, Vol. 23, 158-181.
15. Em co-autoria com: Dionisio, A., Menezes, R. and Silva, J.,
(2005), Analysis of the Relationship between Stock Market Prices and
Macroeconomic and Financial Factors: a Linear Approach, Journal of
International Finance and Economics (JIFE), Vol. 1 (1),1-8.
16. Em co-autoria com: Sousa Ramos, J., (2004), Kneading Theory for
Triangular Maps, Int. Journal Pure and Appl. Math, 10 (4), 421-450.
17. Em co-autoria com: Sousa Ramos, J., (2004), Computing the
Topological Entropy of Triangular Maps of the Plane, Grazer Math.
Ber., 346, 283-297.
18. Em co-autoria com: Dionísio, A. and Menezes, R., (2004), Mutual
Information: a Measure of Dependency for Nonlinear Time Series,
Physica A, 344, 326-329.
19. Em co-autoria com: Dionísio, A. and Menezes, R., (2004),
Asymmetric Price Transmission Within the Portuguese Stock Market,
Physica A, 344, 312-316
20. Em co-autoria com: Dionísio, A. and Menezes, R., (2003),
Entropic Measures of Information and Goodness-of-Fit in Financial
Data, Review of Financial Markets, No. 2, 5-18.
|
Destaque
|